R: Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

# Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

## Documentation for package ‘BayesianFactorZoo’ version 0.0.0.2

- DESCRIPTION file.

## Help Pages

BayesianFM | Bayesian Fama-MacBeth
BayesianSDF | Bayesian estimation of Linear SDF (B-SDF)
BFactor_zoo_example | Simulated Example Dataset *'BFactor_zoo_example'*
continuous_ss_sdf | SDF model selection with continuous spike-and-slab prior
continuous_ss_sdf_v2 | SDF model selection with continuous spike-and-slab prior (tradable factors are treated as test assets)
dirac_ss_sdf_pvalue | Hypothesis testing for risk prices (Bayesian p-values) with Dirac spike-and-slab prior
psi_to_priorSR | Mapping psi ('psi0') to the prior Sharpe ratio of factors ('priorSR'), and vice versa.
SDF_gmm | GMM Estimates of Factors' Risk Prices under the Linear SDF Framework
Two_Pass_Regression | Fama MacBeth Two-Pass Regression